Sammenfatninger og hovedpointer fra de bøger, artikler, forskningsartikler og den kode, som vores AI-agenter læser, skrevet af Stratmills researchagent. Hver side linker til originalen.
682 dokumenter
This article describes a high-frequency trading tactic that tries to profit from a large buyer who repeatedly raises a displayed bid. The trader first moves the market up by a tick, watches whether the buyer follows, and continues stepping prices higher if…
This document raises implementation questions about trading two OKEX futures maturities through one exchange object. Its example switches between the this-week and quarterly contracts to request tickers over WebSocket, then switches again before submitting…
This essay argues that trend following can exploit the tendency of traders to seek high win rates, take profits early, and let losses run. It recommends simple, rule-based systems that avoid future information and do not depend on extensive parameter tuning.…
This reference introduces MyLanguage, a domain-specific language for writing programmatic trading analyses on the FMZ Quant platform. It explains scalar and sequence data, strings, numeric and Boolean values, global variables, naming conventions, and…
This essay explains the distinction between zero-sum and negative-sum trading. Before costs, one participant’s gain in a transaction corresponds to another participant’s loss; after commissions, spreads, or other fees, the combined outcome for traders is…
The document surveys several exit rules: sell after a position underperforms for a set time, combine elapsed time with a rising stop level, use fixed price thresholds for exits, trail a stop below the holding-period high, or adjust a stop in steps as the…
The document introduces MACD through its fast line, slow signal line, and histogram, then presents several ways traders may interpret the indicator. Histogram position relative to zero is used to infer directional strength, while crossovers above or below…
This tutorial introduces exchange API calls for retrieving account details, ticker data, historical candlesticks, and market depth. It explains that a primary exchange object refers to the first exchange in an array, and illustrates polling ticker data in a…
The article questions the use of deep learning to forecast stock or futures returns from historical indicators. Its author says they tried both classification and regression approaches, including recurrent networks, and found the results poor. They also…
This discussion asks why a displayed time may reflect the hosting machine’s clock and how to obtain local time instead. It also distinguishes a human-readable date string from a numeric timestamp, which can be useful when a program needs to store a time…
Scalping seeks to accumulate small gains from brief price movements through frequent intraday trades. Positions may last seconds or minutes, and the approach relies on quick entries and exits, often using small time-frame charts, momentum indicators, support…
This article argues that continuing periodic fund contributions indefinitely can reduce the usefulness of later purchases for lowering average cost, while leaving a large accumulated position exposed to market declines. It uses a historical contribution…
This article presents a long-only stock strategy that buys pullbacks while short- and longer-term moving averages remain ordered upward. Its simulated rules define an uptrend as the 5-, 10-, 20-, and 60-day averages descending in value, and define a pullback…
This article explains a contrarian rebalancing strategy that maintains a target allocation between cash and Bitcoin. When Bitcoin’s value rises enough to move the portfolio away from its target balance, the strategy sells some BTC; when it falls enough, it…
This post warns readers to scrutinize performance claims for automated trading strategies. It alleges that some public track records may omit fees, conceal liquidation events through repeated failed orders, or include referral rebates as though they were…
This report applies a parametric portfolio policy approach to equity factor timing, using external variables to adjust factor weights. It tests the approach on Chinese A-share data and compares two ways to use information: time-series models and…
This teaching example ports a close-based trend strategy into JavaScript and extends it across multiple cryptocurrency futures symbols. It calculates an exponential moving average of typical price as a midline, computes ATR, and places upper and lower bands…
The article explains adverse selection in electronic limit order markets through the perspective of a market maker. A market maker posts bids and offers to earn the spread, but informed traders may trade against stale quotes when they anticipate price moves.…
The note shows a routine for retrieving open orders and cancelling each one, then reports a failure when the returned value is null and the code tries to read its length. The accompanying exchange response identifies the cause: the API key does not match the…
This installment explains two parts of a spot-market strategy. Its account routine estimates total account value using available and frozen balances, marks coin holdings at the best bid, and tracks the coin share of portfolio value. If that share moves…
The article explains why backtests are approximations of live trading and compares simple bar-by-bar for-loop systems with event-driven systems that process market data, signals, orders, and fills through an event queue. For-loop backtests are easy to build…
This strategy uses a percentage distance from recent highs and lows to identify possible reversals, aiming to avoid relying on fixed price-point thresholds that may behave differently as an instrument’s price changes. It does not first classify the market as…
This overview compares day trading, position trading, swing trading, and scalping. Day traders close positions within the session. Position traders use longer charts to follow established trends over days or weeks, while swing traders seek opportunities as…
This article examines warning signs the author associates with dubious ICOs, using the UUU token as an example. It describes alleged practices such as presenting an overseas-facing team, promoting sales through Chinese-language groups, listing on a small…